Title :
Determination of the dimension of a signal subspace from short data records
Author :
Shah, Abhijit A. ; Tufts, Donald W.
Author_Institution :
Wireless Access Inc., Santa Clara, CA, USA
fDate :
9/1/1994 12:00:00 AM
Abstract :
A nested sequence of constant false alarm rate (CFAR) hypothesis tests is presented for rank determination over short data records. The procedure is based on the interpretation of sum of squares of singular values as energy in a particular subspace. The CFAR thresholds are set up based on distributions derived from matrix perturbation ideas. Expressions for probability of overestimation and underestimation are presented
Keywords :
error statistics; estimation theory; parameter estimation; signal processing; CFAR thresholds; constant false alarm rate hypothesis tests; matrix perturbation; nested sequence; overestimation; probability; rank determination; short data records; signal subspace; sum of squares of singular values; underestimation; Additive noise; Bayesian methods; Covariance matrix; Degradation; Inference algorithms; Integrated circuit modeling; Laboratories; Sequential analysis; Signal processing algorithms; Testing;
Journal_Title :
Signal Processing, IEEE Transactions on
